This study explores the stylized facts, volatility clustering, other highly irregular behaviour, and risk measures of … cryptocurrencies' returns. By analysing bitcoin, ripple, and ethereum daily data we establish evidence of strong dependencies among … there was confirmed existence of volatility clusters when high volatility periods are followed by low volatility periods …

The paper discusses the practical issues involved in applying a disciplined risk management methodology to futures … fund management to futures trading as well as discussing some of the risk management issues that are unique to leveraged … futures trading …

It is well established that investors price market liquidity risk. Yet, there exists no financial claim contingent on … liquidity. We propose a contract to hedge uncertainty over future transaction costs, detailing potential buyers and sellers …. Introducing liquidity derivatives in Brunnermeier and Pedersen (2009) improves financial stability by mitigating liquidity spirals …

. Bitcoin contributes only 2.55% to the connectedness, while the wheat volatility index accounts for 12.51% of the total …This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn … that the connectedness is 23.49%, indicating a low level of connection between Bitcoin and the commodity volatilities …